Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2022 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.68% |
Year to date (YTD) | -62.50% |
1 month | n.a. |
3 months | -62.50% |
1 year | -90.00% |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 10'712.74 |
Premium | 0.24% |
Premium p.a. | 1.97% |
Leverage | 55.98 |
Implied volatility | 0.21 |
ISIN | CH1235748386 |
Symbol | SMIWPZ |
Security | 123574838 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 9'000.00 |
C/P type | put |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 20.12.2022 |
Premium | 23.80% |
Premium p.a. | 197.46% |
Leverage | 621'657.37 |
Implied volatility | 21.25% |
Moneyness | out-of-the-money |
Leverage | 55.9794 |
Delta | -0.0001 |
Gamma | 0.0006 |
Theta | -0.0018 |
Rho | -0.0009 |
Vega | 0.0074 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 8'999.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 519.40 |
SONOVA HLDG N | 291.90 |
Partners Group Ho... | 1'265.00 |
ROCHE GS | 226.70 |
Sika AG | 280.40 |
Name | Price |
---|---|
Givaudan | 4'038.00 |
Compagnie Financi... | 135.65 |
Holcim | 78.18 |
Nestlé SA | 94.40 |
NOVARTIS N | 93.36 |